95 63 55 Dr. Sangeeta 5 Susan would like her investment portfolio to be selected from a combination of three stocks - Alpha, Beta, and Gamma Let variables A, B and G denote the percentages of 10 the portfolio devoted to Alpha, Beta, and Gamma, respectively. Susan's objective is to minimize the variance of the portfolio's return, given by the following function: 34+2B2+ 2 + 2AB - 1.1AG -0.7BG The expected returns for Alpha, Beta, and Gamma are 15%, 11%, and 9%, respectively Susan wants the expected return for the total portfolio to be at least 10%. No individual stock can constitute more than 70% of the portfolio Formulate this portfolio selection problem and solve using Excel. Use several different starting values for the decision variables to try to identify an optimal solution. 6 Asupply chain consis 95 63 55 Dr. Sangeeta 5 Susan would like her investment portfolio to be selected from a combination of three stocks - Alpha, Beta, and Gamma Let variables A, B and G denote the percentages of 10 the portfolio devoted to Alpha, Beta, and Gamma, respectively. Susan's objective is to minimize the variance of the portfolio's return, given by the following function: 34+2B2+ 2 + 2AB - 1.1AG -0.7BG The expected returns for Alpha, Beta, and Gamma are 15%, 11%, and 9%, respectively Susan wants the expected return for the total portfolio to be at least 10%. No individual stock can constitute more than 70% of the portfolio Formulate this portfolio selection problem and solve using Excel. Use several different starting values for the decision variables to try to identify an optimal solution. 6 Asupply chain consis